-67.0%
REAX vs SPY
+72.1%
-139.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -15.5% | +2.6% | -18.1% | -17.5% |
| 30D | -21.3% | -2.0% | -19.3% | -19.7% |
| 3M | -55.4% | -2.8% | -52.6% | -54.1% |
| 6M | -38.9% | +2.1% | -41.0% | -39.7% |
| YTD | -70.7% | +11.5% | -82.2% | -73.1% |
| 1Y | -72.3% | +13.5% | -85.7% | -74.9% |
| 3Y | -23.6% | +77.7% | -101.3% | -48.3% |
| All | -67.0% | +72.1% | -139.1% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling